+98.3%
ENB vs USFD
+368.6%
-270.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.3% |
| 7D | -3.7% | +3.9% | -7.6% | -4.7% |
| 30D | +1.7% | +12.8% | -11.1% | -1.5% |
| 3M | -6.3% | +1.0% | -7.3% | -6.8% |
| 6M | -9.2% | +30.3% | -39.5% | -15.6% |
| YTD | +3.1% | +46.0% | -42.9% | -7.5% |
| 1Y | +3.4% | +49.6% | -46.3% | -8.1% |
| 3Y | +68.9% | +166.3% | -97.3% | +27.3% |
| 5Y | +51.7% | +208.4% | -156.7% | +7.2% |
| 10Y | +98.3% | +371.2% | -272.9% | +22.2% |
| All | +98.3% | +368.6% | -270.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling